How to render a hdri on a separate layer
If  you simply enable the environment pass in a renderlayer, or add a single renderlayer using an empty scene layer to do so, you can achieve what you would like if I understand correctly what you are trying to do.

You will need to use transparent background, as you will need to use an Alpha Over node to combine the renderlayers to create the complete image. 

Here is a simple example:


Click to enlarge

The sphere is on it's own scene/ renderlayer and not denoised, while the monkey and plane are also on their own layer, and denoised. As you asked for a separate layer, the hdri uses an empty layer with the environment pass enabled.

The critical part, as noted is using the environment pass to be able to retrieve the environment image after rendering.